+141.6%
VLO vs LTH
+46.0%
+95.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.0% | +3.0% |
| 7D | +5.8% | +1.5% | +4.2% | +6.0% |
| 30D | +28.3% | -3.1% | +31.4% | +27.9% |
| 3M | +48.7% | +28.1% | +20.6% | +53.6% |
| 6M | +71.9% | +67.4% | +4.5% | +79.5% |
| YTD | +138.7% | +59.8% | +78.9% | +149.8% |
| All | +141.6% | +46.0% | +95.5% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling